Interestingly enough, the last hour of Michael Wood's documentary "In Search of Shakespeare" discusses a play written by Shakespeare in his later years called Cardenio, which was based on a leading character from the novel Don Quixote.

Cide Hamete Benengli is of course an obvious joke name. Ben-Engli signifies "son (of) England". Hamete is a variant of Hamnet, the name of Shakespeare's son, and of Hamlet, one of Shakespeare's plays (that provided a sad commentary on the fall of Lord Essex)!

One of Shakespeare's plays, As You Like It (a prelude to Hamlet), is based on a contemporary novella by Thomas Lodge that he also claimed was actually written by someone else.

The name Don Quixote, a nickname adapted from the given name Alonso Quijano, signifies an English Lord that the author would like to identify as "Donkey John". Refer to the notes on As You Like It referred to above and to Shakespeare's, As You Will (Twelfth Night) for the leading "ass" candidates, namely Queen Elizabeth's godson John Harington and King James of England!

Don Quixote interacts with another leading character Ferdinand son of "the Duke", which mirrors Ferdinando of Lancaster, the one time neighbor of King James in the north of England. Ferdinando (with his incriminating mole) also mirrors the debonair Medici prince Ferdinando, who began his career as a Catholic Cardinal ("Cardenio") at the age of 13 and became an anti-Spanish Duke of Florence upon the death of his pro-Spanish older brother.

Don Quixote is the "Man de la Mancha". But Mancha was not just a home in Spain. It was more importantly and symbolically the region of France from which the twelve sons of Tancred (a type of "James/Jacob") launched their mad knightly mission of Moorish conquest in the Holy Lands.

Is Shakespeare related to Cervantes? That is not to question (but we could launch an Inquisition)!